You can just use Change Data value to make them whatever you want.
Be sure to check if your RCM is running already because that's a whole other story.
Pls avoid asking the same question twice, it's not very easy to follow.
Per my answer here: Lead Status vs. Program Status
Picklist fields do not exist in Marketo, except when the picklist in inherited from SFDC.
The values you see in the drop list are just the values that currently exist in the DB. So if you change the field value for a few leads, the new value will automatically appear in the drop list.
Hence my recommendation, and Josh's to just start changing some lead status values with a smart campaign.